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Does Bayesian Shrinkage Help to Better Reflect What Happened During the Subprime Crisis?

Ilyes Abid (), Khaled Guesmi and Olfa Kaabia ()
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Olfa Kaabia: EconomiX - EconomiX - UPN - Université Paris Nanterre - CNRS - Centre National de la Recherche Scientifique

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Abstract: Forthcoming

Date: 2013
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Citations: View citations in EconPapers (6)

Published in Economic Modelling, 2013, 31, pp.423 - 432

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Journal Article: Does Bayesian shrinkage help to better reflect what happened during the subprime crisis? (2013) Downloads
Working Paper: Does Bayesian Shrinkage Help to Better Reflect What Happened during the Subprime Crisis? (2012) Downloads
Working Paper: Does Bayesian Shrinkage Help to Better Reflect What Happened During the Subprime Crisis? (2012)
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